News Sentiment Indices for Sectors and Industries


We present the sector-based news sentiment indices, which track,for a given industry or sector, the current media sentiment about thissector. The sentiment index for a particular sector has a natural rela-tionship to the... [ view full abstract ]


  1. Svetlana Borovkova (Vrije Universiteit Amsterdam)

Topic Areas

Optimal Investment , Systemic Risk , Trading Strategies


WE-P-DA » Systemic Risk (14:30 - Wednesday, 18th July, Davis)

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